| Trading Metrics calculated at close of trading on 09-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2015 |
09-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2,056.25 |
2,050.00 |
-6.25 |
-0.3% |
1,990.50 |
| High |
2,068.00 |
2,051.75 |
-16.25 |
-0.8% |
2,068.00 |
| Low |
2,044.50 |
2,036.50 |
-8.00 |
-0.4% |
1,973.75 |
| Close |
2,053.00 |
2,042.50 |
-10.50 |
-0.5% |
2,053.00 |
| Range |
23.50 |
15.25 |
-8.25 |
-35.1% |
94.25 |
| ATR |
33.69 |
32.46 |
-1.23 |
-3.6% |
0.00 |
| Volume |
1,722,475 |
1,289,419 |
-433,056 |
-25.1% |
8,507,589 |
|
| Daily Pivots for day following 09-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.25 |
2,081.25 |
2,051.00 |
|
| R3 |
2,074.00 |
2,066.00 |
2,046.75 |
|
| R2 |
2,058.75 |
2,058.75 |
2,045.25 |
|
| R1 |
2,050.75 |
2,050.75 |
2,044.00 |
2,047.00 |
| PP |
2,043.50 |
2,043.50 |
2,043.50 |
2,041.75 |
| S1 |
2,035.50 |
2,035.50 |
2,041.00 |
2,032.00 |
| S2 |
2,028.25 |
2,028.25 |
2,039.75 |
|
| S3 |
2,013.00 |
2,020.25 |
2,038.25 |
|
| S4 |
1,997.75 |
2,005.00 |
2,034.00 |
|
|
| Weekly Pivots for week ending 06-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,314.25 |
2,278.00 |
2,104.75 |
|
| R3 |
2,220.00 |
2,183.75 |
2,079.00 |
|
| R2 |
2,125.75 |
2,125.75 |
2,070.25 |
|
| R1 |
2,089.50 |
2,089.50 |
2,061.75 |
2,107.50 |
| PP |
2,031.50 |
2,031.50 |
2,031.50 |
2,040.75 |
| S1 |
1,995.25 |
1,995.25 |
2,044.25 |
2,013.50 |
| S2 |
1,937.25 |
1,937.25 |
2,035.75 |
|
| S3 |
1,843.00 |
1,901.00 |
2,027.00 |
|
| S4 |
1,748.75 |
1,806.75 |
2,001.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
2,007.00 |
61.00 |
3.0% |
28.00 |
1.4% |
58% |
False |
False |
1,551,636 |
| 10 |
2,068.00 |
1,973.75 |
94.25 |
4.6% |
35.50 |
1.7% |
73% |
False |
False |
1,831,992 |
| 20 |
2,068.00 |
1,970.25 |
97.75 |
4.8% |
35.75 |
1.8% |
74% |
False |
False |
1,856,587 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
32.50 |
1.6% |
64% |
False |
False |
1,721,723 |
| 60 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
27.00 |
1.3% |
64% |
False |
False |
1,160,689 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
27.25 |
1.3% |
84% |
False |
False |
871,765 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
27.25 |
1.3% |
84% |
False |
False |
697,886 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.9% |
24.75 |
1.2% |
84% |
False |
False |
581,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.50 |
|
2.618 |
2,091.75 |
|
1.618 |
2,076.50 |
|
1.000 |
2,067.00 |
|
0.618 |
2,061.25 |
|
HIGH |
2,051.75 |
|
0.618 |
2,046.00 |
|
0.500 |
2,044.00 |
|
0.382 |
2,042.25 |
|
LOW |
2,036.50 |
|
0.618 |
2,027.00 |
|
1.000 |
2,021.25 |
|
1.618 |
2,011.75 |
|
2.618 |
1,996.50 |
|
4.250 |
1,971.75 |
|
|
| Fisher Pivots for day following 09-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.00 |
2,044.50 |
| PP |
2,043.50 |
2,043.75 |
| S1 |
2,043.00 |
2,043.00 |
|